+37.6%
CL vs UDR
+25.4%
+12.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | +1.3% | +3.0% | -1.7% | +0.4% |
| 30D | +11.4% | +10.3% | +1.1% | +7.9% |
| 3M | +4.4% | -2.9% | +7.3% | +5.3% |
| 6M | +10.8% | +0.3% | +10.5% | +10.7% |
| YTD | +25.1% | +3.8% | +21.3% | +23.4% |
| 1Y | +28.0% | +12.7% | +15.2% | +23.1% |
| 3Y | +37.6% | +27.6% | +10.0% | +34.8% |
| All | +37.6% | +25.4% | +12.2% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling